ECBOT 5 Year T-Note Future September 2009
| Trading Metrics calculated at close of trading on 28-Apr-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2009 |
28-Apr-2009 |
Change |
Change % |
Previous Week |
| Open |
117-000 |
117-040 |
0-040 |
0.1% |
117-090 |
| High |
117-020 |
117-070 |
0-050 |
0.1% |
117-150 |
| Low |
116-230 |
116-190 |
-0-040 |
-0.1% |
116-150 |
| Close |
117-020 |
116-220 |
-0-120 |
-0.3% |
116-170 |
| Range |
0-110 |
0-200 |
0-090 |
81.8% |
1-000 |
| ATR |
0-137 |
0-142 |
0-004 |
3.3% |
0-000 |
| Volume |
812 |
36 |
-776 |
-95.6% |
1,367 |
|
| Daily Pivots for day following 28-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-227 |
118-103 |
117-010 |
|
| R3 |
118-027 |
117-223 |
116-275 |
|
| R2 |
117-147 |
117-147 |
116-257 |
|
| R1 |
117-023 |
117-023 |
116-238 |
116-305 |
| PP |
116-267 |
116-267 |
116-267 |
116-248 |
| S1 |
116-143 |
116-143 |
116-202 |
116-105 |
| S2 |
116-067 |
116-067 |
116-183 |
|
| S3 |
115-187 |
115-263 |
116-165 |
|
| S4 |
114-307 |
115-063 |
116-110 |
|
|
| Weekly Pivots for week ending 24-Apr-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-263 |
119-057 |
117-026 |
|
| R3 |
118-263 |
118-057 |
116-258 |
|
| R2 |
117-263 |
117-263 |
116-229 |
|
| R1 |
117-057 |
117-057 |
116-199 |
117-000 |
| PP |
116-263 |
116-263 |
116-263 |
116-235 |
| S1 |
116-057 |
116-057 |
116-141 |
116-000 |
| S2 |
115-263 |
115-263 |
116-111 |
|
| S3 |
114-263 |
115-057 |
116-082 |
|
| S4 |
113-263 |
114-057 |
115-314 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-280 |
|
2.618 |
118-274 |
|
1.618 |
118-074 |
|
1.000 |
117-270 |
|
0.618 |
117-194 |
|
HIGH |
117-070 |
|
0.618 |
116-314 |
|
0.500 |
116-290 |
|
0.382 |
116-266 |
|
LOW |
116-190 |
|
0.618 |
116-066 |
|
1.000 |
115-310 |
|
1.618 |
115-186 |
|
2.618 |
114-306 |
|
4.250 |
113-300 |
|
|
| Fisher Pivots for day following 28-Apr-2009 |
| Pivot |
1 day |
3 day |
| R1 |
116-290 |
116-270 |
| PP |
116-267 |
116-253 |
| S1 |
116-243 |
116-237 |
|